Stir in oregano, pepper and saffron. Cook, stirring, until fragrant, about 30 seconds.

Pour in broth and sherry, stirring to scrape up any browned bits. Bring to a simmer.dd mussels and stir to combine. Return to a simmer. Cover, reduce heat and simmer until the mussels open, 6 to 8 minutes. Stir; discard any unopened mussels before serving.